| Metric | 4056844:btcusd:triple_gx:lsma225_80_65 | 4056844:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 248.92% | 166.19% |
| Max Drawdown | -18.76% | -67.18% |
| Sharpe | 0.77 | 0.42 |
| Sortino | 1.23 | 0.61 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.52 | 1.06 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 20.73 | 4.03 |
| Outlier Loss Ratio | 4.34 | 3.6 |
| Volatility (ann.) | 13.79% | 26.23% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.53 | 0.53 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 26.8 | 6.46 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.17% | 2.48% |
| Expected Yearly % | 36.67% | 27.73% |
| Kelly Criterion | 8.78% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.23% |
| Expected Shortfall (cVaR) | -1.16% | -2.23% |
| Year | 4056844:BTCUSD | 4056844:btcusd:triple_gx:lsma225_80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.65 | 10.06 | -0.17 | + |
| 2023 | 155.54 | 64.69 | 0.42 | - |
| 2024 | 121.00 | 75.29 | 0.62 | - |
| 2025 | 11.30 | 9.81 | 0.87 | - |
| Metric | 4056844:btcusd:triple_gx:lsma225_80_65 | 4056844:BTCUSD |
|---|---|---|
| MTD | 0.79% | 10.32% |
| 3M | 10.39% | 7.53% |
| 6M | 23.21% | 18.96% |
| YTD | 9.81% | 11.3% |
| 1Y | 48.87% | 56.85% |
| 3Y (ann.) | 50.22% | 49.13% |
| 5Y (ann.) | 47.43% | 35.54% |
| Metric | 4056844:btcusd:triple_gx:lsma225_80_65 | 4056844:BTCUSD |
|---|---|---|
| Max Drawdown | -18.76% | -67.18% |
| Longest DD Days | 171.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.67% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 13.27 | 2.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-28 | -18.76 | 57 |
| 2022-09-13 | 2023-01-11 | -18.07 | 120 |
| 2023-11-16 | 2024-03-04 | -15.43 | 109 |
| 2023-03-22 | 2023-06-21 | -14.74 | 90 |
| 2024-05-18 | 2024-11-06 | -14.26 | 171 |
| 2023-06-23 | 2023-10-23 | -11.62 | 122 |
| 2022-03-03 | 2022-03-27 | -10.53 | 24 |
| 2025-01-20 | 2025-04-22 | -8.76 | 92 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056844:btcusd:triple_gx:lsma225_80_65 | 4056844:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 43.15% | 43.77% |
| Worst Month | -12.43% | -37.12% |
| Best Year | 75.29% | 155.54% |
| Worst Year | 9.81% | -57.65% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 4.96% | 7.65% |
| Avg. Down Week | -2.6% | -5.14% |
| Avg. Up Month | 13.07% | 18.32% |
| Avg. Down Month | -6.03% | -10.06% |
| Win Days % | 50.1% | 51.25% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 52.69% | 50.88% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |